Nonparametric comparison of regression curves by local linear fitting

被引：7

作者：

Gorgens, T ^{[1
]}

机构：

[1] Australian Natl Univ, Canberra, ACT 0200, Australia

来源：

STATISTICS & PROBABILITY LETTERS | 2002年 / 60卷 / 01期

关键词：

nonparametric testing; local polynomial fitting; bias correction;

D O I：

10.1016/S0167-7152(02)00283-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper proposes a new nonparametric test for the hypothesis that the regression functions in two or more populations are the same. The test is based on local linear estimates using data-driven bandwidth selectors. The test is applicable to data with random regressors and heteroskedastic responses. Simulations indicate the test has good power. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：81 / 89

页数：9

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